PT Unilever Indonesia Tbk (UNLRY)
3.64
+0.04
(+1.11%)
USD |
OTCM |
Jun 25, 16:00
PT Unilever Indonesia Max Drawdown (5Y): 75.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 75.36% |
| April 30, 2024 | 75.36% |
| March 31, 2024 | 72.00% |
| February 29, 2024 | 71.41% |
| January 31, 2024 | 70.63% |
| December 31, 2023 | 70.63% |
| November 30, 2023 | 70.63% |
| October 31, 2023 | 70.63% |
| September 30, 2023 | 70.63% |
| August 31, 2023 | 70.63% |
| July 31, 2023 | 70.63% |
| June 30, 2023 | 70.63% |
| May 31, 2023 | 70.63% |
| April 30, 2023 | 70.63% |
| March 31, 2023 | 70.63% |
| February 28, 2023 | 70.63% |
| January 31, 2023 | 70.63% |
| December 31, 2022 | 70.63% |
| November 30, 2022 | 70.63% |
| October 31, 2022 | 70.63% |
| September 30, 2022 | 70.63% |
| August 31, 2022 | 70.63% |
| July 31, 2022 | 70.63% |
| June 30, 2022 | 70.63% |
| May 31, 2022 | 70.63% |
| Date | Value |
|---|---|
| April 30, 2022 | 70.63% |
| March 31, 2022 | 70.63% |
| February 28, 2022 | 67.08% |
| January 31, 2022 | 66.27% |
| December 31, 2021 | 66.27% |
| November 30, 2021 | 66.27% |
| October 31, 2021 | 66.27% |
| September 30, 2021 | 66.27% |
| August 31, 2021 | 63.72% |
| July 31, 2021 | 63.18% |
| June 30, 2021 | 56.59% |
| May 31, 2021 | 56.56% |
| April 30, 2021 | 56.56% |
| March 31, 2021 | 56.56% |
| February 28, 2021 | 56.56% |
| January 31, 2021 | 56.56% |
| December 31, 2020 | 56.56% |
| November 30, 2020 | 56.56% |
| October 31, 2020 | 56.56% |
| September 30, 2020 | 56.56% |
| August 31, 2020 | 56.56% |
| July 31, 2020 | 56.56% |
| June 30, 2020 | 56.56% |
| May 31, 2020 | 56.56% |
| April 30, 2020 | 56.56% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
26.23%
Minimum
Jun 2019
75.36%
Maximum
Apr 2024
59.98%
Average
66.27%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.94 |
| Beta (5Y) | 0.3362 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.89% |
| Historical Sharpe Ratio (5Y) | -0.5093 |
| Historical Sortino (5Y) | -0.8884 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.43% |